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Add conventions for CNY and COP #1693

Merged
merged 2 commits into from May 17, 2018
Merged

Add conventions for CNY and COP #1693

merged 2 commits into from May 17, 2018

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@jodastephen
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@jodastephen jodastephen commented May 17, 2018

Also FX convention for CLP

Also FX convention for CLP
# All references refer to both the descriptive and the code name, so both are included
# Our name replaces all punctuation with dashes
# https://www.isda.org/a/V8FDE/Annex-A-Definitions-Dated-November-19-2017-FINAL.pdf
USD/CLP-DOLAR-OBS-CLP10,USD,CLP,CLSA,2,CLSA

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@yukiiwashita

yukiiwashita May 17, 2018
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Is this one business day?

# https://www.isda.org/a/V8FDE/Annex-A-Definitions-Dated-November-19-2017-FINAL.pdf
USD/CLP-DOLAR-OBS-CLP10,USD,CLP,CLSA,2,CLSA
USD/CNY-SAEC-CNY01,USD,CNY,CNBE,2,CNBE
USD/COP-TRM-COP02,USD,CLP,CLSA,2,CLSA

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@yukiiwashita

yukiiwashita May 17, 2018
Contributor

Is this the same day delivery?

@jodastephen jodastephen merged commit 189f297 into master May 17, 2018
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@jodastephen jodastephen deleted the topic/conventions branch May 17, 2018
jodastephen added a commit that referenced this pull request May 17, 2018
* Add conventions for CNY and COP

Also FX convention for CLP

* Fix business days
@jodastephen jodastephen added this to the v1.8 milestone Jun 5, 2018
jodastephen added a commit that referenced this pull request Jun 6, 2018
* Add conventions for CNY and COP

Also FX convention for CLP

* Fix business days
@jodastephen jodastephen modified the milestones: v1.8, v2.0 Jun 12, 2018
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2 participants